+479.7%
NEM vs NI
+5,127.8%
-4,648.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +3.1% | +1.3% | +1.8% | +2.7% |
| 30D | +10.0% | -0.3% | +10.3% | +10.0% |
| 3M | +30.9% | -9.5% | +40.3% | +33.8% |
| 6M | +10.5% | -10.2% | +20.8% | +13.2% |
| YTD | +29.7% | +1.8% | +28.0% | +28.8% |
| 1Y | +71.1% | +5.7% | +65.5% | +68.5% |
| 3Y | +252.1% | +69.6% | +182.5% | +210.4% |
| 5Y | +157.7% | +95.8% | +61.9% | +119.6% |
| 10Y | +319.4% | +145.1% | +174.3% | +232.7% |
| All | +479.7% | +5,127.8% | -4,648.1% | +333.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling